NYMEX Natural Gas Future February 2010
Trading Metrics calculated at close of trading on 11-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
4.999 |
5.311 |
0.312 |
6.2% |
4.834 |
High |
5.327 |
5.460 |
0.133 |
2.5% |
5.460 |
Low |
4.908 |
5.105 |
0.197 |
4.0% |
4.834 |
Close |
5.299 |
5.128 |
-0.171 |
-3.2% |
5.128 |
Range |
0.419 |
0.355 |
-0.064 |
-15.3% |
0.626 |
ATR |
0.160 |
0.174 |
0.014 |
8.7% |
0.000 |
Volume |
2,076 |
2,729 |
653 |
31.5% |
9,756 |
|
Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.296 |
6.067 |
5.323 |
|
R3 |
5.941 |
5.712 |
5.226 |
|
R2 |
5.586 |
5.586 |
5.193 |
|
R1 |
5.357 |
5.357 |
5.161 |
5.294 |
PP |
5.231 |
5.231 |
5.231 |
5.200 |
S1 |
5.002 |
5.002 |
5.095 |
4.939 |
S2 |
4.876 |
4.876 |
5.063 |
|
S3 |
4.521 |
4.647 |
5.030 |
|
S4 |
4.166 |
4.292 |
4.933 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.019 |
6.699 |
5.472 |
|
R3 |
6.393 |
6.073 |
5.300 |
|
R2 |
5.767 |
5.767 |
5.243 |
|
R1 |
5.447 |
5.447 |
5.185 |
5.607 |
PP |
5.141 |
5.141 |
5.141 |
5.221 |
S1 |
4.821 |
4.821 |
5.071 |
4.981 |
S2 |
4.515 |
4.515 |
5.013 |
|
S3 |
3.889 |
4.195 |
4.956 |
|
S4 |
3.263 |
3.569 |
4.784 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.460 |
4.730 |
0.730 |
14.2% |
0.248 |
4.8% |
55% |
True |
False |
2,483 |
10 |
5.460 |
4.730 |
0.730 |
14.2% |
0.191 |
3.7% |
55% |
True |
False |
2,352 |
20 |
5.675 |
4.730 |
0.945 |
18.4% |
0.143 |
2.8% |
42% |
False |
False |
2,208 |
40 |
6.124 |
4.730 |
1.394 |
27.2% |
0.148 |
2.9% |
29% |
False |
False |
1,847 |
60 |
6.295 |
4.730 |
1.565 |
30.5% |
0.137 |
2.7% |
25% |
False |
False |
1,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.969 |
2.618 |
6.389 |
1.618 |
6.034 |
1.000 |
5.815 |
0.618 |
5.679 |
HIGH |
5.460 |
0.618 |
5.324 |
0.500 |
5.283 |
0.382 |
5.241 |
LOW |
5.105 |
0.618 |
4.886 |
1.000 |
4.750 |
1.618 |
4.531 |
2.618 |
4.176 |
4.250 |
3.596 |
|
|
Fisher Pivots for day following 11-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
5.283 |
5.184 |
PP |
5.231 |
5.165 |
S1 |
5.180 |
5.147 |
|